Data Handling and Visualization

Data Handling

• Merge
• Filter
• Sort
• Aggregate by group
• Transform

Visualization

• Distributions
  • Histograms, density plots, box plots, pie charts
• Bivariate
  • Line plots, scatter plots, scatter plots with regression lines
• 3D
  • 3D plots, contour plots
• Interactive plots saved as html

Datasets

• metrics.xlsx and tickers.xlsx.
  • Download from the course website.
  • Upload in Julius.
• Online data from various sources.

Merge metrics and tickers

• Ask Julius to merge the datasets on the ticker column
• Ask Julius the following.
  • How many rows are there?
  • What are the column names?
  • What are the unique values in the category column?
  • What are the unique values in the sector column?
  • Show the head of the data frame.

Filter

• Ask Julius to filter on the category column to “Domestic Common Stock” and “Domestic Common Stock Primary Class.” Ask Julius to call this data frame common_stock.
• Ask Julius to create a copy of the common_stock data frame that contains only rows for which pe>0.
• Ask Julius to create a copy of the common_stock data frame that contains only rows for which marketcap is above the median marketcap.

Sort

• Ask Julius to sort on marketcap in descending order and to show the head of the data frame.

Aggregate by group

• Ask Julius to describe marketcap.
• Ask Julius to compute the mean marketcap by sector.
• Ask Julius to compute the number of firms by sector.
  
• Ask Julius to compute the total marketcap by sector.

• Ask Julius to compute the mean pe grouped by (sector, scalemarketcap) and to display the results as a two-dimensional table.
• Ask Julius to recreate the table using only rows for which pe > 0.
• Ask Julius to compute the percent of firms for which pe < 0 by sector.

Transform

• Ask Julius to create a new variable equal to the rank of marketcap in descending order.
• Ask Julius to create a new variable that is 1 if pe>0 and 0 otherwise (a dummy variable).
• Ask Julius to create a new variable equal to the excess of pb over the median sector pb.

Yahoo Finance

• Daily open, high, low, close, adjusted close, volume
• Income statement, balance sheet, and statement of cash flows for past 5 years
• Current market option data (bid, ask, last price, open interest, implied volatility, …)

Federal Reserve Economic Data

• Ask Julius to use the pandas-datareader to get the history of crude oil prices from FRED.
• Ask Julius to get the history of 3-month, 1-year, 5-year, and 10-year Treasury yields from FRED.
• Ask Julius to get the history of inflation rates from FRED.

Ken French’s Data Library

• Ask Julius to get the Fama-French factors from Ken French’s data library.
• Ask Julius to list the datasets on Ken French’s data library.
• Ask Julius to get the 48 industry returns from Ken French’s data library.

Other Data

• Ask Julius to find the constituents of the S&P 100.
• When Julius provides a link, ask Julius to read the table at the link.

Visualization Examples

• Ask Julius to create a density plot of marketcap in the metrics dataset.
• Ask Julius to save as a jpeg and provide a link.

• Ask Julius to create a bar chart of total marketcap by sector using the merged dataset.
• Ask Julius to make the font size larger.
• Ask Julius to create a pie chart of the number of firms by sector using the merged dataset.

• Ask Julius to use seaborn to create a boxplot of marketcap by sector. Ask Julius to save as a png.
• Ask Julius to use plotly to create a boxplot of marketcap by sector in the merged dataset and to include the ticker in the hover data. Ask Julius to save as html.

• Ask Julius to calculate the daily percent changes in the crude oil price and to create a filled density plot using seaborn.
• Ask Julius to create a filled contour plot of the function \(z=(4x + y)^2\) for \(x\) and \(y\) between \(-2\) and \(2\).
• Ask Julius to create a 3D plot of the same function on the same range.

• Ask Julius to use plotly to create a figure containing line plots of the 3-month, 1-year, 5-year, and 10-year Treasury yields. Ask Julius to save as html.
• Ask Julius to recreate the figure using the plotly_white template.
• Ask Julius to use plotly to create an animation showing a plot of the 3-month, 1-year, 5-year, and 10-year Treasury yields as a function of maturity. Tell Julius to use the date as the animation frame.